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Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems

 

作者: D. N. P. MURTHY,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1974）
卷期: Volume 5, issue 2  

页码: 101-115

 

ISSN:0020-7721

 

年代: 1974

 

DOI:10.1080/00207727408920081

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In this paper we consider various methods for estimating the parameters characterizing process noise in a discrete time dynamical system.The comparison is based on the following factors—storage requirements, numerical computation and statistical efficiency of the estimates. Simulation results are given for a simple model.

 

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